+9,673.4%
COR vs NVS
+1,078.6%
+8,594.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.9% | +12.0% | +3.4% |
| 7D | -1.9% | -14.6% | +12.7% | +3.7% |
| 30D | +1.5% | -11.9% | +13.4% | +5.9% |
| 3M | +18.7% | -6.0% | +24.7% | +20.7% |
| 6M | -9.0% | -11.4% | +2.3% | -5.7% |
| YTD | -3.3% | +2.9% | -6.2% | -5.5% |
| 1Y | +9.8% | +10.2% | -0.4% | +4.3% |
| 3Y | +87.4% | +55.3% | +32.0% | +54.0% |
| 5Y | +180.5% | +89.6% | +90.9% | +111.8% |
| 10Y | +398.1% | +176.1% | +222.1% | +228.2% |
| All | +9,673.4% | +1,078.6% | +8,594.8% | +3,860.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling